A Variable X Starts at Zero and Follows the Generalized

Multiple Choice

A variable x starts at zero and follows the generalized Wiener process dx = a dt + b dz
Where time is measured in years.During the first two years a=3 and b=4.During the following three years a=6 and b=3.What is the expected value of the variable at the end of 5 years

A) 16
B) 20
C) 24
D) 30